Methos is a 5,000 year old Immortal from the
Highlander universe. (Note: I will be sticking to the series primarily, because with the exception of the first movie, all that can be said is WTF? That said, Methos was in the latest Highlander movie, so I will rewatch it (oh, the humanity!) to see if I'm missing anything.
Immortals, if you didn't follow the handy Wikipedia link, are not aliens, damnit! beings who, once their Immortality is "triggered" by violent death, do not age and recover from all wounds short of beheading. Beheading releases their stored energy, in an exchange known as a Quickening. (Please insert any and all porn jokes here.)
Methos is the oldest living Immortal. There is no canon on whether he was the *first* Immortal. He's managed to survive by having a highly developed sense of self-preservation and by utilizing his cradle-mate -- the concept of writing -- to its utmost. For an unknown amount of time, he "hid out" in an organization known as the Watchers, who keep tabs on all known Immortals in the world for science! as the formost researcher on... Methos, the oldest Immortal. (And you wonder why I love this boy.)
When he met Duncan MacLeod in his eponymously-named episode, Duncan was on the trail of a badass Immortal named Kalas (fannish note: All evil Immortals have a hard "k" sound in their name, usually beginning the first or last name. This has lead to them being called "Kimmies".) who was looking for Methos, figuring that the oldest Immortal would have a whup-ass Quickening. Methos, in an amazing display of non-self-preservation, offered his head (NO, not like that, sheesh!) to Duncan, reasoning that if Duncan couldn't kill Kalas and Methos couldn't kill Kalas, perhaps Duncan + Methos could kill Kalas. Duncan refused, killed Kalas anyway, and they became buddies (with lots and lots of subtext, OMG).
Everything was fine and dandy (meaning, the fangirls got several episodes of Methos-ishisness) until Methos' Secret Angsty Past Was Revealed: he used to be a rampaging, murdering, raping son of a bitch who rode with a group who inspired the Biblical Four Horsemen of the Apocalypse (fannish note: Methos' identification as "Death" was a small stutter on the part of the actor. His line was, "I was death on a horse," but the version that made it into the episode went, "I was Death, death on a horse," causing the writers to dopesmack themselves and say, "Of course!" and hurriedly fix the script for the next episode so that Pestilence, War and Chaos were hinted at in the other characters).
Duncan, of course, couldn't handle that, um... 3,000 years before, Methos hadn't been a good guy. Okay, fine, he got over it a few episodes later.
Methos timeline:
http://home.comcast.net/~carooso/methos.html